Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations
2016 ◽
Vol 32
◽
pp. 16-23
◽
Keyword(s):
2017 ◽
Vol 80
(1)
◽
pp. 223-250
◽
2013 ◽
Vol 51
(4)
◽
pp. 2809-2838
◽
Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions
2019 ◽
Vol 25
◽
pp. 17
◽
2018 ◽
Vol 06
(01)
◽
pp. 138-154